ECBOT 30 Year Treasury Bond Future June 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 141-11 140-20 -0-23 -0.5% 141-13
High 141-17 140-26 -0-23 -0.5% 142-10
Low 140-16 139-26 -0-22 -0.5% 139-26
Close 140-22 140-10 -0-12 -0.3% 140-10
Range 1-01 1-00 -0-01 -3.0% 2-16
ATR 1-06 1-06 0-00 -1.2% 0-00
Volume 276,350 321,842 45,492 16.5% 1,381,142
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 143-10 142-26 140-28
R3 142-10 141-26 140-19
R2 141-10 141-10 140-16
R1 140-26 140-26 140-13 140-18
PP 140-10 140-10 140-10 140-06
S1 139-26 139-26 140-07 139-18
S2 139-10 139-10 140-04
S3 138-10 138-26 140-01
S4 137-10 137-26 139-24
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 148-10 146-26 141-22
R3 145-26 144-10 141-00
R2 143-10 143-10 140-25
R1 141-26 141-26 140-17 141-10
PP 140-26 140-26 140-26 140-18
S1 139-10 139-10 140-03 138-26
S2 138-10 138-10 139-27
S3 135-26 136-26 139-20
S4 133-10 134-10 138-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 142-10 139-26 2-16 1.8% 1-03 0.8% 20% False True 276,228
10 143-01 139-26 3-07 2.3% 1-06 0.9% 16% False True 321,005
20 143-01 139-19 3-14 2.4% 1-05 0.8% 21% False False 169,446
40 144-00 139-11 4-21 3.3% 1-06 0.8% 21% False False 85,352
60 144-23 139-11 5-12 3.8% 1-04 0.8% 18% False False 56,911
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 145-02
2.618 143-14
1.618 142-14
1.000 141-26
0.618 141-14
HIGH 140-26
0.618 140-14
0.500 140-10
0.382 140-06
LOW 139-26
0.618 139-06
1.000 138-26
1.618 138-06
2.618 137-06
4.250 135-18
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 140-10 140-30
PP 140-10 140-23
S1 140-10 140-17

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These figures are updated between 7pm and 10pm EST after a trading day.

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